Merge branch 'master' into addEventSubscriptions

# Conflicts:
#	src/contract_wrappers/exchange_wrapper.ts
#	src/types.ts
#	test/exchange_wrapper_test.ts

4 files changed, 126 insertions, 52 deletions

diff --git a/src/0x.js.ts b/src/0x.js.ts
index 0cda7732d..850827fee 100644
--- a/src/0x.js.ts
+++ b/src/0x.js.ts
@@ -135,7 +135,7 @@ export class ZeroEx {
         return senderAccountIfExists;
     }
     /**
-     * Computes the orderHash given the order parameters and returns it as a hex encoded string.
+     * Computes the orderHash for a given order and returns it as a hex encoded string.
      */
     public async getOrderHashHexAsync(order: Order|SignedOrder): Promise<string> {
         const exchangeContractAddr = await this.getExchangeAddressAsync();
diff --git a/src/contract_wrappers/exchange_wrapper.ts b/src/contract_wrappers/exchange_wrapper.ts
index de614f471..b67fd33ac 100644
--- a/src/contract_wrappers/exchange_wrapper.ts
+++ b/src/contract_wrappers/exchange_wrapper.ts
@@ -7,7 +7,6 @@ import {
     ExchangeContract,
     ExchangeContractErrCodes,
     ExchangeContractErrs,
-    FillOrderValidationErrs,
     OrderValues,
     OrderAddresses,
     SignedOrder,
@@ -19,6 +18,7 @@ import {
     CreateContractEvent,
     ContractEventObj,
     EventCallback,
+    ContractResponse,
 } from '../types';
 import {assert} from '../utils/assert';
 import {utils} from '../utils/utils';
@@ -27,18 +27,17 @@ import * as ExchangeArtifacts from '../artifacts/Exchange.json';
 import {ecSignatureSchema} from '../schemas/ec_signature_schema';
 import {signedOrderSchema} from '../schemas/order_schemas';
 import {SchemaValidator} from '../utils/schema_validator';
-import {ContractResponse} from '../types';
 import {constants} from '../utils/constants';
 import {TokenWrapper} from './token_wrapper';
 
 export class ExchangeWrapper extends ContractWrapper {
     private exchangeContractErrCodesToMsg = {
-        [ExchangeContractErrCodes.ERROR_FILL_EXPIRED]: ExchangeContractErrs.ORDER_EXPIRED,
-        [ExchangeContractErrCodes.ERROR_CANCEL_EXPIRED]: ExchangeContractErrs.ORDER_EXPIRED,
+        [ExchangeContractErrCodes.ERROR_FILL_EXPIRED]: ExchangeContractErrs.ORDER_FILL_EXPIRED,
+        [ExchangeContractErrCodes.ERROR_CANCEL_EXPIRED]: ExchangeContractErrs.ORDER_FILL_EXPIRED,
         [ExchangeContractErrCodes.ERROR_FILL_NO_VALUE]: ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO,
         [ExchangeContractErrCodes.ERROR_CANCEL_NO_VALUE]: ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO,
-        [ExchangeContractErrCodes.ERROR_FILL_TRUNCATION]: ExchangeContractErrs.ORDER_ROUNDING_ERROR,
-        [ExchangeContractErrCodes.ERROR_FILL_BALANCE_ALLOWANCE]: ExchangeContractErrs.ORDER_BALANCE_ALLOWANCE_ERROR,
+        [ExchangeContractErrCodes.ERROR_FILL_TRUNCATION]: ExchangeContractErrs.ORDER_FILL_ROUNDING_ERROR,
+        [ExchangeContractErrCodes.ERROR_FILL_BALANCE_ALLOWANCE]: ExchangeContractErrs.FILL_BALANCE_ALLOWANCE_ERROR,
     };
     private exchangeContractIfExists?: ExchangeContract;
     private exchangeLogEventObjs: ContractEventObj[];
@@ -112,22 +111,24 @@ export class ExchangeWrapper extends ContractWrapper {
         return cancelledAmountInBaseUnits;
     }
     /**
-     * Fills a signed order with a fillAmount denominated in baseUnits of the taker token. The caller can
-     * decide whether they want the call to throw if the balance/allowance checks fail by setting
-     * shouldCheckTransfer to false. If set to true, the call will fail without throwing, preserving gas costs.
+     * Fills a signed order with a fillAmount denominated in baseUnits of the taker token.
+     * Since the order in which transactions are included in the next block is indeterminate, race-conditions
+     * could arise where a users balance or allowance changes before the fillOrder executes. Because of this,
+     * we allow you to specify `shouldCheckTransfer`. If true, the smart contract will not throw if while
+     * executing, the parties do not have sufficient balances/allowances, preserving gas costs. Setting it to
+     * false forgoes this check and causes the smart contract to throw instead.
      */
-    public async fillOrderAsync(signedOrder: SignedOrder, fillTakerAmountInBaseUnits: BigNumber.BigNumber,
+    public async fillOrderAsync(signedOrder: SignedOrder, fillTakerAmount: BigNumber.BigNumber,
                                 shouldCheckTransfer: boolean): Promise<void> {
         assert.doesConformToSchema('signedOrder',
                                    SchemaValidator.convertToJSONSchemaCompatibleObject(signedOrder as object),
                                    signedOrderSchema);
-        assert.isBigNumber('fillTakerAmountInBaseUnits', fillTakerAmountInBaseUnits);
+        assert.isBigNumber('fillTakerAmount', fillTakerAmount);
         assert.isBoolean('shouldCheckTransfer', shouldCheckTransfer);
 
         const senderAddress = await this.web3Wrapper.getSenderAddressOrThrowAsync();
-        await this.validateFillOrderAsync(signedOrder, fillTakerAmountInBaseUnits, senderAddress);
-
         const exchangeInstance = await this.getExchangeContractAsync();
+        await this.validateFillOrderAndThrowIfInvalidAsync(signedOrder, fillTakerAmount, senderAddress);
 
         const orderAddresses: OrderAddresses = [
             signedOrder.maker,
@@ -147,7 +148,7 @@ export class ExchangeWrapper extends ContractWrapper {
         const gas = await exchangeInstance.fill.estimateGas(
             orderAddresses,
             orderValues,
-            fillTakerAmountInBaseUnits,
+            fillTakerAmount,
             shouldCheckTransfer,
             signedOrder.ecSignature.v,
             signedOrder.ecSignature.r,
@@ -159,7 +160,7 @@ export class ExchangeWrapper extends ContractWrapper {
         const response: ContractResponse = await exchangeInstance.fill(
             orderAddresses,
             orderValues,
-            fillTakerAmountInBaseUnits,
+            fillTakerAmount,
             shouldCheckTransfer,
             signedOrder.ecSignature.v,
             signedOrder.ecSignature.r,
@@ -203,39 +204,89 @@ export class ExchangeWrapper extends ContractWrapper {
         }
         this.exchangeLogEventObjs = [];
     }
-    private async validateFillOrderAsync(signedOrder: SignedOrder, fillTakerAmountInBaseUnits: BigNumber.BigNumber,
-                                         senderAddress: string) {
-        if (fillTakerAmountInBaseUnits.eq(0)) {
-            throw new Error(FillOrderValidationErrs.FILL_AMOUNT_IS_ZERO);
+    private async validateFillOrderAndThrowIfInvalidAsync(signedOrder: SignedOrder,
+                                                          fillTakerAmount: BigNumber.BigNumber,
+                                                          senderAddress: string): Promise<void> {
+        if (fillTakerAmount.eq(0)) {
+            throw new Error(ExchangeContractErrs.ORDER_REMAINING_FILL_AMOUNT_ZERO);
         }
         if (signedOrder.taker !== constants.NULL_ADDRESS && signedOrder.taker !== senderAddress) {
-            throw new Error(FillOrderValidationErrs.NOT_A_TAKER);
+            throw new Error(ExchangeContractErrs.TRANSACTION_SENDER_IS_NOT_FILL_ORDER_TAKER);
+        }
+        const currentUnixTimestampSec = Date.now() / 1000;
+        if (signedOrder.expirationUnixTimestampSec.lessThan(currentUnixTimestampSec)) {
+            throw new Error(ExchangeContractErrs.ORDER_FILL_EXPIRED);
         }
-        if (signedOrder.expirationUnixTimestampSec.lessThan(Date.now() / 1000)) {
-            throw new Error(FillOrderValidationErrs.EXPIRED);
+        const zrxTokenAddress = await this.getZRXTokenAddressAsync();
+        await this.validateFillOrderBalancesAndAllowancesAndThrowIfInvalidAsync(signedOrder, fillTakerAmount,
+                                                               senderAddress, zrxTokenAddress);
+
+        const wouldRoundingErrorOccur = await this.isRoundingErrorAsync(
+            signedOrder.takerTokenAmount, fillTakerAmount, signedOrder.makerTokenAmount,
+        );
+        if (wouldRoundingErrorOccur) {
+            throw new Error(ExchangeContractErrs.ORDER_FILL_ROUNDING_ERROR);
         }
+    }
+
+    /**
+     * This method does not currently validate the edge-case where the makerToken or takerToken is also the token used
+     * to pay fees  (ZRX). It is possible for them to have enough for fees and the transfer but not both.
+     * Handling the edge-cases that arise when this happens would require making sure that the user has sufficient
+     * funds to pay both the fees and the transfer amount. We decided to punt on this for now as the contracts
+     * will throw for these edge-cases.
+     * TODO: Throw errors before calling the smart contract for these edge-cases
+     * TODO: in order to minimize the callers gas costs.
+     */
+    private async validateFillOrderBalancesAndAllowancesAndThrowIfInvalidAsync(signedOrder: SignedOrder,
+                                                                               fillTakerAmount: BigNumber.BigNumber,
+                                                                               senderAddress: string,
+                                                                               zrxTokenAddress: string): Promise<void> {
+
         const makerBalance = await this.tokenWrapper.getBalanceAsync(signedOrder.makerTokenAddress,
-                                                                        signedOrder.maker);
+                                                                     signedOrder.maker);
         const takerBalance = await this.tokenWrapper.getBalanceAsync(signedOrder.takerTokenAddress, senderAddress);
         const makerAllowance = await this.tokenWrapper.getProxyAllowanceAsync(signedOrder.makerTokenAddress,
                                                                               signedOrder.maker);
         const takerAllowance = await this.tokenWrapper.getProxyAllowanceAsync(signedOrder.takerTokenAddress,
                                                                               senderAddress);
-        // How many taker tokens would you get for 1 maker token;
+
+        // exchangeRate is the price of one maker token denominated in taker tokens
         const exchangeRate = signedOrder.takerTokenAmount.div(signedOrder.makerTokenAmount);
-        const fillMakerAmountInBaseUnits = fillTakerAmountInBaseUnits.div(exchangeRate);
+        const fillMakerAmountInBaseUnits = fillTakerAmount.div(exchangeRate);
 
-        if (fillTakerAmountInBaseUnits.greaterThan(takerBalance)) {
-            throw new Error(FillOrderValidationErrs.NOT_ENOUGH_TAKER_BALANCE);
+        if (fillTakerAmount.greaterThan(takerBalance)) {
+            throw new Error(ExchangeContractErrs.INSUFFICIENT_TAKER_BALANCE);
         }
-        if (fillTakerAmountInBaseUnits.greaterThan(takerAllowance)) {
-            throw new Error(FillOrderValidationErrs.NOT_ENOUGH_TAKER_ALLOWANCE);
+        if (fillTakerAmount.greaterThan(takerAllowance)) {
+            throw new Error(ExchangeContractErrs.INSUFFICIENT_TAKER_ALLOWANCE);
         }
         if (fillMakerAmountInBaseUnits.greaterThan(makerBalance)) {
-            throw new Error(FillOrderValidationErrs.NOT_ENOUGH_MAKER_BALANCE);
+            throw new Error(ExchangeContractErrs.INSUFFICIENT_MAKER_BALANCE);
         }
         if (fillMakerAmountInBaseUnits.greaterThan(makerAllowance)) {
-            throw new Error(FillOrderValidationErrs.NOT_ENOUGH_MAKER_ALLOWANCE);
+            throw new Error(ExchangeContractErrs.INSUFFICIENT_MAKER_ALLOWANCE);
+        }
+
+        const makerFeeBalance = await this.tokenWrapper.getBalanceAsync(zrxTokenAddress,
+                                                                        signedOrder.maker);
+        const takerFeeBalance = await this.tokenWrapper.getBalanceAsync(zrxTokenAddress, senderAddress);
+        const makerFeeAllowance = await this.tokenWrapper.getProxyAllowanceAsync(zrxTokenAddress,
+                                                                                 signedOrder.maker);
+        const takerFeeAllowance = await this.tokenWrapper.getProxyAllowanceAsync(zrxTokenAddress,
+                                                                                 senderAddress);
+
+        if (signedOrder.takerFee.greaterThan(takerFeeBalance)) {
+            throw new Error(ExchangeContractErrs.INSUFFICIENT_TAKER_FEE_BALANCE);
+        }
+        if (signedOrder.takerFee.greaterThan(takerFeeAllowance)) {
+            throw new Error(ExchangeContractErrs.INSUFFICIENT_TAKER_FEE_ALLOWANCE);
+        }
+        if (signedOrder.makerFee.greaterThan(makerFeeBalance)) {
+            throw new Error(ExchangeContractErrs.INSUFFICIENT_MAKER_FEE_BALANCE);
+        }
+        if (signedOrder.makerFee.greaterThan(makerFeeAllowance)) {
+            throw new Error(ExchangeContractErrs.INSUFFICIENT_MAKER_FEE_ALLOWANCE);
         }
     }
     private throwErrorLogsAsErrors(logs: ContractEvent[]): void {
@@ -246,6 +297,18 @@ export class ExchangeWrapper extends ContractWrapper {
             throw new Error(errMessage);
         }
     }
+    private async isRoundingErrorAsync(takerTokenAmount: BigNumber.BigNumber,
+                                       fillTakerAmount: BigNumber.BigNumber,
+                                       makerTokenAmount: BigNumber.BigNumber): Promise<boolean> {
+        const exchangeInstance = await this.getExchangeContractAsync();
+        const senderAddress = await this.web3Wrapper.getSenderAddressOrThrowAsync();
+        const isRoundingError = await exchangeInstance.isRoundingError.call(
+            takerTokenAmount, fillTakerAmount, makerTokenAmount, {
+                from: senderAddress,
+            },
+        );
+        return isRoundingError;
+    }
     private async getExchangeContractAsync(): Promise<ExchangeContract> {
         if (!_.isUndefined(this.exchangeContractIfExists)) {
             return this.exchangeContractIfExists;
@@ -254,4 +317,8 @@ export class ExchangeWrapper extends ContractWrapper {
         this.exchangeContractIfExists = contractInstance as ExchangeContract;
         return this.exchangeContractIfExists;
     }
+    private async getZRXTokenAddressAsync(): Promise<string> {
+        const exchangeInstance = await this.getExchangeContractAsync();
+        return exchangeInstance.ZRX.call();
+    }
 }
diff --git a/src/types.ts b/src/types.ts
index c6ad68d3f..b5430a783 100644
--- a/src/types.ts
+++ b/src/types.ts
@@ -10,11 +10,12 @@ function strEnum(values: string[]): {[key: string]: string} {
 }
 
 export const ZeroExError = strEnum([
-  'CONTRACT_DOES_NOT_EXIST',
-  'UNHANDLED_ERROR',
-  'USER_HAS_NO_ASSOCIATED_ADDRESSES',
-  'INVALID_SIGNATURE',
-  'CONTRACT_NOT_DEPLOYED_ON_NETWORK',
+    'CONTRACT_DOES_NOT_EXIST',
+    'UNHANDLED_ERROR',
+    'USER_HAS_NO_ASSOCIATED_ADDRESSES',
+    'INVALID_SIGNATURE',
+    'CONTRACT_NOT_DEPLOYED_ON_NETWORK',
+    'ZRX_NOT_IN_TOKEN_REGISTRY',
 ]);
 export type ZeroExError = keyof typeof ZeroExError;
 
@@ -37,6 +38,10 @@ export interface ExchangeContract {
     getUnavailableValueT: {
         call: (orderHash: string) => BigNumber.BigNumber;
     };
+    isRoundingError: {
+        call: (takerTokenAmount: BigNumber.BigNumber, fillTakerAmount: BigNumber.BigNumber,
+               makerTokenAmount: BigNumber.BigNumber, txOpts: TxOpts) => Promise<boolean>;
+    };
     fill: {
         (orderAddresses: OrderAddresses, orderValues: OrderValues, fillAmount: BigNumber.BigNumber,
          shouldCheckTransfer: boolean, v: number, r: string, s: string, txOpts: TxOpts): ContractResponse;
@@ -65,6 +70,9 @@ export interface ExchangeContract {
     LogFill: CreateContractEvent;
     LogCancel: CreateContractEvent;
     LogError: CreateContractEvent;
+    ZRX: {
+        call: () => Promise<string>;
+    };
 }
 
 export interface TokenContract {
@@ -103,23 +111,22 @@ export enum ExchangeContractErrCodes {
 }
 
 export const ExchangeContractErrs = strEnum([
-    'ORDER_EXPIRED',
+    'ORDER_FILL_EXPIRED',
     'ORDER_REMAINING_FILL_AMOUNT_ZERO',
-    'ORDER_ROUNDING_ERROR',
-    'ORDER_BALANCE_ALLOWANCE_ERROR',
-]);
-export type ExchangeContractErrs = keyof typeof ExchangeContractErrs;
+    'ORDER_FILL_ROUNDING_ERROR',
+    'FILL_BALANCE_ALLOWANCE_ERROR',
+    'INSUFFICIENT_TAKER_BALANCE',
+    'INSUFFICIENT_TAKER_ALLOWANCE',
+    'INSUFFICIENT_MAKER_BALANCE',
+    'INSUFFICIENT_MAKER_ALLOWANCE',
+    'INSUFFICIENT_TAKER_FEE_BALANCE',
+    'INSUFFICIENT_TAKER_FEE_ALLOWANCE',
+    'INSUFFICIENT_MAKER_FEE_BALANCE',
+    'INSUFFICIENT_MAKER_FEE_ALLOWANCE',
+    'TRANSACTION_SENDER_IS_NOT_FILL_ORDER_TAKER',
 
-export const FillOrderValidationErrs = strEnum([
-    'FILL_AMOUNT_IS_ZERO',
-    'NOT_A_TAKER',
-    'EXPIRED',
-    'NOT_ENOUGH_TAKER_BALANCE',
-    'NOT_ENOUGH_TAKER_ALLOWANCE',
-    'NOT_ENOUGH_MAKER_BALANCE',
-    'NOT_ENOUGH_MAKER_ALLOWANCE',
 ]);
-export type FillOrderValidationErrs = keyof typeof FillOrderValidationErrs;
+export type ExchangeContractErrs = keyof typeof ExchangeContractErrs;
 
 export interface ContractResponse {
     logs: ContractEvent[];
diff --git a/src/utils/schema_validator.ts b/src/utils/schema_validator.ts
index db8a960ba..932ddf62a 100644
--- a/src/utils/schema_validator.ts
+++ b/src/utils/schema_validator.ts
@@ -6,7 +6,7 @@ import {tokenSchema} from '../schemas/token_schema';
 export class SchemaValidator {
     private validator: Validator;
     // In order to validate a complex JS object using jsonschema, we must replace any complex
-    // sub-types (e.g BigNumber) with a simpler string represenation. Since BigNumber and other
+    // sub-types (e.g BigNumber) with a simpler string representation. Since BigNumber and other
     // complex types implement the `toString` method, we can stringify the object and
     // then parse it. The resultant object can then be checked using jsonschema.
     public static convertToJSONSchemaCompatibleObject(obj: object): object {